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math.AP2026
Stein Variational Gradient Descent dynamics for highly concentrated kernels
José A. Carrillo, Jakub Skrzeczkowski, Jethro Warnett
Stein Variational Gradient Descent (SVGD) is a widely used in practice algorithm for scalable sampling with deterministic particle updates. We study its behavior in the singular li…
math.AP2024
The Stein-log-Sobolev inequality and the exponential rate of convergence for the continuous Stein variational gradient descent method
José A. Carrillo, Jakub Skrzeczkowski, Jethro Warnett
The Stein Variational Gradient Descent method is a variational inference method in statistics that has recently received a lot of attention. The method provides a deterministic app…